کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
695567 890307 2013 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Discrete time mean-field stochastic linear-quadratic optimal control problems
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Discrete time mean-field stochastic linear-quadratic optimal control problems
چکیده انگلیسی

This paper firstly presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Secondly, the optimal control within a class of linear feedback controls is investigated using a matrix dynamical optimization method. Thirdly, by introducing several sequences of bounded linear operators, the problem is formulated as an operator stochastic linear-quadratic optimal control problem. By the kernel-range decomposition representation of the expectation operator and its pseudo-inverse, the optimal control is derived using solutions to two algebraic Riccati difference equations. Finally, by completing the square, the two Riccati equations and the optimal control are also obtained.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 49, Issue 11, November 2013, Pages 3222–3233
نویسندگان
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